Hello R users, I am trying to get the Std. errors of some estimators using the optim function. But when computing them using sqrt(diag(solve(ans$hessian))) I get an error that says... Lapack routine dgesv: system is exactly singular. Or sometimes I also get that system is computationally singular. When I check the Hessian matrix it has at least one column&row of mostly zeros. My estimators are really close to the true values so I dont know why the std. errors wont come out. Any ideas or suggestions on how to fix this?
Thank you. Eduardo Espinola Student -- View this message in context: http://r.789695.n4.nabble.com/Zero-Columns-Rows-in-Hessian-Matrix-tp3660025p3660025.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
